VE08

Bound constrained nonlinear optimization with an emphasis on large-scale problems

VE08 is a line search method with a search direction obtained by a truncated conjugate gradient technique. The bounds are handled by bending the search direction on the boundary of the feasible domain. VE08 also contains provision for estimating gradients by finite difference, if they are unavailable, or to check the analytic gradients otherwise. It features both Newton and quasi-Newton algorithms.

VE08 exploits the partially separable structure of many large-scale problems to obtain good efficiency. In particular, it uses the partitioned updating technique when a quasi-Newton method is chosen.

VE08 is a standard ANSI Fortran subroutine in double precision. Machine dependencies are restricted to arithmetic constants, which can easily be modified by the user.

Need more info?

Software can be obtained from netlib (send ve08 from opt) or from

Ph. Toint 
Department of Mathematics 
FUNDP 
61 rue de Bruxelles 
B5000 Namur BELGIUM 
pht@math.fundp.ac.be

Reference:

A. Griewank and Ph. L. Toint, Numerical experiments with partially separable optimization problems, in Numerical Analysis: Proceedings Dundee 1983, (D. F. Griffiths, ed.), Lecture Notes in Mathematics 1066, Springer Verlag, 1984, pp. 203--220.

A. Griewank and Ph. L. Toint, Partitioned variable metric updates for large structured optimization problems, Numer. Math. 39 (1982), pp. 429--448.

Ph. L. Toint, User's guide to the routine VE08 for solving partially separable bounded optimization problems, Technical report 83/1, FUNDP, Namur, Belgium, 1983.

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